+26.8%
AZN vs LEN
-27.3%
+54.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -1.6% | -4.8% | +3.2% | -0.9% |
| 30D | +1.1% | -6.6% | +7.6% | +2.0% |
| 3M | -12.1% | -15.7% | +3.5% | -10.0% |
| 6M | -17.1% | -16.6% | -0.5% | -15.2% |
| YTD | -12.0% | -21.3% | +9.4% | -9.3% |
| 1Y | -0.2% | -42.0% | +41.8% | +7.4% |
| 3Y | +26.8% | -27.9% | +54.7% | +27.6% |
| All | +26.8% | -27.3% | +54.1% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling